+3,227.9%
VMC vs BN
+15,251.3%
-12,023.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -4.3% | -2.5% | -1.9% | -3.3% |
| 30D | -8.2% | -9.5% | +1.2% | -4.4% |
| 3M | -7.0% | -10.4% | +3.3% | -2.8% |
| 6M | -10.8% | -6.4% | -4.4% | -8.7% |
| YTD | -7.4% | -11.9% | +4.5% | -3.2% |
| 1Y | -9.5% | -8.6% | -0.9% | -7.0% |
| 3Y | +20.5% | +77.6% | -57.1% | -7.7% |
| 5Y | +51.6% | +37.0% | +14.5% | +27.0% |
| 10Y | +150.0% | +266.4% | -116.3% | +40.1% |
| All | +3,227.9% | +15,251.3% | -12,023.4% | +814.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling